TSS

Two Sigma Securities Portfolio holdings

AUM $811M
1-Year Return 10.93%
This Quarter Return
+1.41%
1 Year Return
+10.93%
3 Year Return
+24.06%
5 Year Return
+27.08%
10 Year Return
+60.49%
AUM
$441M
AUM Growth
-$205M
Cap. Flow
-$343M
Cap. Flow %
-77.71%
Top 10 Hldgs %
36.99%
Holding
1,272
New
430
Increased
91
Reduced
114
Closed
268

Top Buys

1
BDX icon
Becton Dickinson
BDX
$11.2M
2
PCGU
PG&E Corporation
PCGU
$4.93M
3
DIA icon
SPDR Dow Jones Industrial Average ETF Trust
DIA
$3.16M
4
D icon
Dominion Energy
D
$2.95M
5
VWO icon
Vanguard FTSE Emerging Markets ETF
VWO
$2.92M

Top Sells

1
TSLA icon
Tesla
TSLA
$110M
2
DHR.PRA
Danaher Corporation 4.75% Mandatory Convertible Preferred Stock, Series A
DHR.PRA
$41.8M
3
SRE.PRA
Sempra Energy 6% Mandatory Convertible Preferred Stock, Series A
SRE.PRA
$32.9M
4
QTS.PRB
QTS Realty Trust, Inc. 6.50% Series B Cumulative Convertible Perpetual Preferred Stock
QTS.PRB
$26.4M
5
AIZP
Assurant, Inc. 6.50% Series D Mandatory Convertible Preferred Stock, $1.00 par value
AIZP
$23.7M

Sector Composition

1 Healthcare 7.7%
2 Financials 6.41%
3 Technology 6.12%
4 Consumer Discretionary 5.68%
5 Industrials 2.85%
Name Market Value Portfolio Weight Shares or Principal Shares
Change % 		Capital Flow
RMO
301
DELISTED
Romeo Power, Inc.
RMO
$307K 0.01%
+13,650
New +$307K
IAT icon
302
iShares US Regional Banks ETF
IAT
$648M
$306K 0.01%
+6,744
New +$306K
TD icon
303
Toronto Dominion Bank
TD
$127B
$306K 0.01%
+5,430
New +$306K
CTVA icon
304
Corteva
CTVA
$49.1B
$305K 0.01%
+7,868
New +$305K
IWR icon
305
iShares Russell Mid-Cap ETF
IWR
$44.6B
$305K 0.01%
+4,452
New +$305K
CBRL icon
306
Cracker Barrel
CBRL
$1.18B
$303K 0.01%
+2,296
New +$303K
GVI icon
307
iShares Intermediate Government/Credit Bond ETF
GVI
$3.55B
$303K 0.01%
+2,578
New +$303K
SEDG icon
308
SolarEdge
SEDG
$2.04B
$303K 0.01%
+949
New +$303K
NUAN
309
DELISTED
Nuance Communications, Inc.
NUAN
$302K 0.01%
6,849
-271
-4% -$11.9K
SPHD icon
310
Invesco S&P 500 High Dividend Low Volatility ETF
SPHD
$3.17B
$301K 0.01%
8,004
+443
+6% +$16.7K
FXU icon
311
First Trust Utilities AlphaDEX Fund
FXU
$1.7B
$290K 0.01%
+10,229
New +$290K
IDV icon
312
iShares International Select Dividend ETF
IDV
$5.74B
$290K 0.01%
+9,855
New +$290K
WIX icon
313
WIX.com
WIX
$8.52B
$290K 0.01%
+1,161
New +$290K
DE icon
314
Deere & Co
DE
$128B
$289K 0.01%
1,074
-315
-23% -$84.8K
VGT icon
315
Vanguard Information Technology ETF
VGT
$99.9B
$289K 0.01%
+818
New +$289K
HYG icon
316
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$17.8B
$288K 0.01%
3,304
-134
-4% -$11.7K
UWM icon
317
ProShares Ultra Russell2000
UWM
$369M
$287K 0.01%
+6,412
New +$287K
ITA icon
318
iShares US Aerospace & Defense ETF
ITA
$9.3B
$286K 0.01%
+3,017
New +$286K
VLO icon
319
Valero Energy
VLO
$48.7B
$286K 0.01%
+5,050
New +$286K
AFL icon
320
Aflac
AFL
$57.2B
$284K 0.01%
+6,387
New +$284K
SRPT icon
321
Sarepta Therapeutics
SRPT
$1.96B
$284K 0.01%
+1,665
New +$284K
IJK icon
322
iShares S&P Mid-Cap 400 Growth ETF
IJK
$9.22B
$284K 0.01%
3,929
-3,591
-48% -$260K
NOK icon
323
Nokia
NOK
$24.5B
$284K 0.01%
72,648
+23,631
+48% +$92.4K
RGLD icon
324
Royal Gold
RGLD
$12.2B
$284K 0.01%
+2,672
New +$284K
WRK
325
DELISTED
WestRock Company
WRK
$283K 0.01%
+6,507
New +$283K
11 12
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